Xanadu Mines Ltd (XAM.TO)
0.07
0.00 (0.00%)
CAD |
TSX |
Apr 29, 16:00
Xanadu Mines Max Drawdown (5Y): 94.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 94.09% |
| February 29, 2024 | 94.09% |
| January 31, 2024 | 94.09% |
| December 31, 2023 | 94.09% |
| November 30, 2023 | 94.09% |
| October 31, 2023 | 94.09% |
| September 30, 2023 | 94.09% |
| August 31, 2023 | 94.09% |
| July 31, 2023 | 94.09% |
| June 30, 2023 | 94.09% |
| May 31, 2023 | 94.09% |
| April 30, 2023 | 94.09% |
| March 31, 2023 | 94.09% |
| February 28, 2023 | 94.09% |
| January 31, 2023 | 94.09% |
| December 31, 2022 | 94.09% |
| November 30, 2022 | 94.09% |
| October 31, 2022 | 94.09% |
| September 30, 2022 | 94.09% |
| August 31, 2022 | 94.09% |
| July 31, 2022 | 94.09% |
| June 30, 2022 | 94.09% |
| May 31, 2022 | 94.09% |
| April 30, 2022 | 94.09% |
| March 31, 2022 | 94.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 94.09% |
| January 31, 2022 | 94.09% |
| December 31, 2021 | 94.09% |
| November 30, 2021 | 94.09% |
| October 31, 2021 | 94.09% |
| September 30, 2021 | 94.09% |
| August 31, 2021 | 94.09% |
| July 31, 2021 | 94.09% |
| June 30, 2021 | 94.09% |
| May 31, 2021 | 94.09% |
| April 30, 2021 | 94.09% |
| March 31, 2021 | 94.09% |
| February 28, 2021 | 94.09% |
| January 31, 2021 | 94.09% |
| December 31, 2020 | 94.09% |
| November 30, 2020 | 94.09% |
| October 31, 2020 | 94.09% |
| September 30, 2020 | 94.09% |
| August 31, 2020 | 94.09% |
| July 31, 2020 | 94.09% |
| June 30, 2020 | 94.09% |
| May 31, 2020 | 94.09% |
| April 30, 2020 | 94.09% |
| March 31, 2020 | 94.09% |
| February 29, 2020 | 85.23% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
44.12%
Minimum
Apr 2019
94.09%
Maximum
Mar 2020
90.31%
Average
94.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| OceanaGold Corp | 77.77% |
| Perseus Mining Ltd | 48.21% |
| RTG Mining Inc | 95.33% |
| Champion Iron Ltd | 62.30% |
| Graphene Manufacturing Group Ltd | 88.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.83 |
| Beta (5Y) | 1.146 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.34% |
| Historical Sharpe Ratio (5Y) | -0.1954 |
| Historical Sortino (5Y) | -0.396 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.00% |